indicated by * (5%) and **(1%) just like how All,winners and losers section please help me to
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Question:
indicated by * (5%) and **(1%)
just like how All,winners and losers section please help me to inncluded correct asterisks indicating significance levels for the CLNY trading day regression for
big, small, big winner, big loser, small winner, small loser
Stock specification | Obs. | CLNY trading day event window | |||
[-5,0] | [+1,+10] | [5,+10] | |||
CLNY event CAARs (t-stats) | All | 887 | -0.032% | -0.361%* | -0.393% |
(-0.23907) | (-2.3113) | (-1.8977) | |||
Big | 270 | -1.125% | -1.528% | -2.652% | |
(-5.6130) | (-6.5076) | (-8.7393) | |||
Small | 262 | 0.389% | 0.916% | 1.305% | |
(1.3823) | (2.6372) | (2.8768) | |||
Winners (>0) | 406 | -0.830%** | -1.066%** | -1.896%** | |
(-4.0479)** | (-4.4709) | (-6.0359) | |||
Losers (<0) | 481 | 0.642%** | 0.233% | 0.875%** | |
(3.8190) | (1.1502) | (3.3408) | |||
Big winners | 168 | -1.520% | -1.798% | -3.318% | |
(-5.5244) | (-6.6645) | (-8.8723) | |||
Big losers | 102 | -0.473% | -1.083% | -1.556% | |
(-1.7880) | (-2.5023) | (-3.1159) | |||
Small winners | 100 | -0.355% | 0.051% | -0.304% | |
(-0.6745) | (0.0799) | (-0.3690) | |||
Small losers | 162 | 0.848% | 1.450% | 2.298% | |
(2.6993) | (3.6492) | (4.4646) |
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